Pages that link to "Item:Q4512737"
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The following pages link to EFFICIENT DETRENDING IN COINTEGRATING REGRESSION (Q4512737):
Displaying 7 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)